File format to exporting to After Effects?
Bringing an animation into AE can be done in at least two primary ways: As an animation file -- avi, mov, etc -- or as a series of images -- 001.jpg, 002.jpg, 0003.jpg.

Blender allows you to render your animations in either way: You can select to render a complete and finished mov file, for example, or you can tell Blender to output each frame independently in many different file formats (JPG, PNG, TGA, etc.).

The "right" way depends upon what you want to do in AE, but outputting your animation as individual series of files gives you the ability to apply AE edits and effects to specific image sequences.... You can output image series for shadow, AO, gloss, difuse, depth, transparency, etc as individual files -- so each single frame of your animation will be output as 1, 2, 3 or many more distinct files. This gives you incredible control, and AE makes is as easy to import an image sequence as it does an mov.

When you then render in AE, it will assemble your shadow, AO, gloss, difuse, depth and so on into a single animation and apply your effects and edits as created in AE.

You can also use single still images in AE to add titles, lower thirds and other content... whether you are importing an mov file or a series of images, a single image an easy way to get a lower third.

https://helpx.adobe.com/after-effects/using/preparing-importing-still-images.html

Fastest way to export files multiple passes into folders?

https://www.youtube.com/watch?v=0z_o8cvkE38